Dyeing wool jersey/wool crepe ???

[onandon]

I'm planning on sewing up some pants and covers out of wool jersey that I have and wool crepe that will come from a coop in a while. I'd like to kool-aid dye them, possible dip dye them after sewing. Is there sewing thread that will take the dye too or will I end up with colored wool with natural thread in the end? I've lightly felted my wool, will the dyeing process shrink/felt it any more? I plan on using the techniques from the Llamajamas site.

Since this is more of a diaper sewing/dyeing question I put it here rather than in the yarn craft section, but mods feel free to move it if you need to.

Thanks!